{"id":33731,"date":"2016-10-04T02:32:02","date_gmt":"2016-10-04T07:32:02","guid":{"rendered":"http:\/\/prefblog.com\/?p=33731"},"modified":"2016-10-04T02:32:02","modified_gmt":"2016-10-04T07:32:02","slug":"october-3-2016","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=33731","title":{"rendered":"October 3, 2016"},"content":{"rendered":"\n\n\n\n\n\n\n\n\n\n\n\n\n\n
HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices<\/strong>
Values are provisional and are finalized monthly<\/td>\n<\/tr>\n
Index<\/td>\nMean
Current
Yield
(at bid)<\/td>\n		Median
YTW<\/td>\n		Median
Average
Trading
Value<\/td>\n		Median
Mod Dur
(YTW)<\/td>\n		Issues<\/td>\nDay’s Perf.<\/td>\nIndex Value<\/td>\n<\/tr>\n
Ratchet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2550 %<\/td>\n1,709.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2550 %<\/td>\n3,123.6<\/td>\n<\/tr>\n
Floater<\/td>\n4.37 %<\/td>\n4.54 %<\/td>\n40,011<\/td>\n16.38<\/td>\n4<\/td>\n0.2550 %<\/td>\n1,800.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0796 %<\/td>\n2,890.6<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.84 %<\/td>\n4.69 %<\/td>\n72,552<\/td>\n2.14<\/td>\n6<\/td>\n-0.0796 %<\/td>\n3,451.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0796 %<\/td>\n2,693.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.33 %<\/td>\n4.68 %<\/td>\n66,805<\/td>\n2.10<\/td>\n23<\/td>\n0.0616 %<\/td>\n2,690.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.10 %<\/td>\n5.15 %<\/td>\n98,314<\/td>\n15.15<\/td>\n15<\/td>\n-0.2022 %<\/td>\n2,917.6<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.93 %<\/td>\n4.27 %<\/td>\n148,204<\/td>\n6.95<\/td>\n92<\/td>\n-0.1620 %<\/td>\n2,055.0<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.02 %<\/td>\n2.59 %<\/td>\n114,307<\/td>\n0.32<\/td>\n32<\/td>\n-0.0381 %<\/td>\n2,805.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.04 %<\/td>\n4.31 %<\/td>\n40,866<\/td>\n4.96<\/td>\n12<\/td>\n-0.7959 %<\/td>\n2,190.3<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
IFC.PR.D<\/td>\nFloatingReset<\/td>\n-10.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.50
\nBid-YTW : 10.05 %<\/td>\n<\/tr>\n
SLF.PR.K<\/td>\nFloatingReset<\/td>\n-1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 8.93 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.63
\nBid-YTW : 10.49 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-03
\nMaturity Price : 13.20
\nEvaluated at bid price : 13.20
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-03
\nMaturity Price : 20.21
\nEvaluated at bid price : 20.21
\nBid-YTW : 4.55 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-03
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 4.84 %<\/td>\n<\/tr>\n
TRP.PR.H<\/td>\nFloatingReset<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-03
\nMaturity Price : 10.58
\nEvaluated at bid price : 10.58
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.14
\nBid-YTW : 9.99 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-03
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-03
\nMaturity Price : 17.95
\nEvaluated at bid price : 17.95
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n
VNR.PR.A<\/td>\nFixedReset<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-03
\nMaturity Price : 18.66
\nEvaluated at bid price : 18.66
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n
Volume Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nShares
Traded<\/td>\n		Notes<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset<\/td>\n43,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-03
\nMaturity Price : 17.92
\nEvaluated at bid price : 17.92
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n
TD.PR.S<\/td>\nFixedReset<\/td>\n40,700<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.80
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
TRP.PR.J<\/td>\nFixedReset<\/td>\n30,247<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.61
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
RY.PR.I<\/td>\nFixedReset<\/td>\n25,871<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.15
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset<\/td>\n23,345<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.92
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset<\/td>\n23,160<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-03
\nMaturity Price : 18.87
\nEvaluated at bid price : 18.87
\nBid-YTW : 4.54 %<\/td>\n<\/tr>\n
There were 16 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n
Wide Spread Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nQuote Data and Yield Notes<\/td>\n<\/tr>\n
IFC.PR.D<\/td>\nFloatingReset<\/td>\nQuote: 15.50 – 24.00
\nSpot Rate : 8.5000
\nAverage : 4.9225<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.50
\nBid-YTW : 10.05 %<\/td>\n<\/tr>\n

CGI.PR.D<\/td>\nSplitShare<\/td>\nQuote: 24.80 – 25.29
\nSpot Rate : 0.4900
\nAverage : 0.3132<\/p>\n

YTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2023-06-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.80
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n

SLF.PR.K<\/td>\nFloatingReset<\/td>\nQuote: 16.00 – 17.00
\nSpot Rate : 1.0000
\nAverage : 0.8808<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 8.93 %<\/td>\n<\/tr>\n

NA.PR.S<\/td>\nFixedReset<\/td>\nQuote: 18.68 – 18.94
\nSpot Rate : 0.2600
\nAverage : 0.1567<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2046-10-03
\nMaturity Price : 18.68
\nEvaluated at bid price : 18.68
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset<\/td>\nQuote: 14.14 – 14.45
\nSpot Rate : 0.3100
\nAverage : 0.2232<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.14
\nBid-YTW : 9.99 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset<\/td>\nQuote: 15.40 – 15.75
\nSpot Rate : 0.3500
\nAverage : 0.2643<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.40
\nBid-YTW : 9.55 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day’s Perf. Index Value Ratchet 0.00 % 0.00 …<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[15],"tags":[],"class_list":["post-33731","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33731","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=33731"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/33731\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=33731"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=33731"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=33731"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}